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hroff-1902 2019-07-25 20:54:12 +03:00
parent e9b77298a7
commit f58668fd67
1 changed files with 18 additions and 0 deletions
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18
freqtrade/tests/optimize/test_hyperopt.py
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@ -337,6 +337,24 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
assert under > correct assert under > correct
def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct
assert under > correct
def test_log_results_if_loss_improves(hyperopt, capsys) -> None: def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( hyperopt.log_results(